All-Pole Recursive Digital Filters Design Based on Ultraspherical Polynomials

A simple method for approximation of all-pole recursive digital filters, directly in digital domain, is described. Transfer function of these filters, referred to as Ultraspherical filters, is controlled by order of the Ultraspherical polynomial, nu. Parameter nu, restricted to be a nonnegative real number (nu ≥ 0), controls ripple peaks in the passband of the magnitude response and enables a trade-off between the passband loss and the group delay response of the resulting filter. Chebyshev filters of the first and of the second kind, and also Legendre and Butterworth filters are shown to be special cases of these allpole recursive digital filters. Closed form equations for the computation of the filter coefficients are provided. The design technique is illustrated with examples

Low passband sensitivity digital filters: A generalized viewpoint and synthesis procedures

The concepts of losslessness and maximum available power are basic to the low-sensitivity properties of doubly terminated lossless networks of the continuous-time domain. Based on similar concepts, we develop a new theory for low-sensitivity discrete-time filter structures. The mathematical setup for the development is the bounded-real property of transfer functions and matrices. Starting from this property, we derive procedures for the synthesis of any stable digital filter transfer function by means of a low-sensitivity structure. Most of the structures generated by this approach are interconnections of a basic building block called digital "two-pair," and each two-pair is characterized by a lossless bounded-real (LBR) transfer matrix. The theory and synthesis procedures also cover special cases such as wave digital filters, which are derived from continuous-time networks, and digital lattice structures, which are closely related to unit elements of distributed network theory

A nested Krylov subspace method to compute the sign function of large complex matrices

We present an acceleration of the well-established Krylov-Ritz methods to compute the sign function of large complex matrices, as needed in lattice QCD simulations involving the overlap Dirac operator at both zero and nonzero baryon density. Krylov-Ritz methods approximate the sign function using a projection on a Krylov subspace. To achieve a high accuracy this subspace must be taken quite large, which makes the method too costly. The new idea is to make a further projection on an even smaller, nested Krylov subspace. If additionally an intermediate preconditioning step is applied, this projection can be performed without affecting the accuracy of the approximation, and a substantial gain in efficiency is achieved for both Hermitian and non-Hermitian matrices. The numerical efficiency of the method is demonstrated on lattice configurations of sizes ranging from 4^4 to 10^4, and the new results are compared with those obtained with rational approximation methods.Comment: 17 pages, 12 figures, minor corrections, extended analysis of the preconditioning ste

The role of lossless systems in modern digital signal processing: a tutorial

A self-contained discussion of discrete-time lossless systems and their properties and relevance in digital signal processing is presented. The basic concept of losslessness is introduced, and several algebraic properties of lossless systems are studied. An understanding of these properties is crucial in order to exploit the rich usefulness of lossless systems in digital signal processing. Since lossless systems typically have many input and output terminals, a brief review of multiinput multioutput systems is included. The most general form of a rational lossless transfer matrix is presented along with synthesis procedures for the FIR (finite impulse response) case. Some applications of lossless systems in signal processing are presented

Rational degeneration of M-curves, totally positive Grassmannians and KP2-solitons

We establish a new connection between the theory of totally positive Grassmannians and the theory of $\mathtt M$-curves using the finite--gap theory for solitons of the KP equation. Here and in the following KP equation denotes the Kadomtsev-Petviashvili 2 equation, which is the first flow from the KP hierarchy. We also assume that all KP times are real. We associate to any point of the real totally positive Grassmannian $Gr^{TP} (N,M)$ a reducible curve which is a rational degeneration of an $\mathtt M$--curve of minimal genus $g=N(M-N)$, and we reconstruct the real algebraic-geometric data \'a la Krichever for the underlying real bounded multiline KP soliton solutions. From this construction it follows that these multiline solitons can be explicitly obtained by degenerating regular real finite-gap solutions corresponding to smooth $M$-curves. In our approach we rule the addition of each new rational component to the spectral curve via an elementary Darboux transformation which corresponds to a section of a specific projection $Gr^{TP} (r+1,M-N+r+1)\mapsto Gr^{TP} (r,M-N+r)$.Comment: 49 pages, 10 figures. Minor revision

On integration of the Kowalevski gyrostat and the Clebsch problems

For the Kowalevski gyrostat change of variables similar to that of the Kowalevski top is done. We establish one to one correspondence between the Kowalevski gyrostat and the Clebsch system and demonstrate that Kowalevski variables for the gyrostat practically coincide with elliptic coordinates on sphere for the Clebsch case. Equivalence of considered integrable systems allows to construct two Lax matrices for the gyrostat using known rational and elliptic Lax matrices for the Clebsch model. Associated with these matrices solutions of the Clebsch system and, therefore, of the Kowalevski gyrostat problem are discussed. The Kotter solution of the Clebsch system in modern notation is presented in detail.Comment: LaTeX, 24 page